//////////////////////////////////////////////////
#include <profile.c>
#define	run strategy
#include	"Android_19.c"	// <= your script
#undef	run
#define CYCLES		10

function run()
{
	set(INITRUN|TESTNOW|LOGFILE);			// for training
	NumCores = 3;  // set desired number of cpu cores up to 72
        setf(PlotMode,PL_FINE+PL_DIFF+PL_LONG+PL_ALL+PL_BENCHMARK); //+PL_ALLTRADES
	PlotScale = 8;

	NumTotalCycles = CYCLES;
	LogNumber = TotalCycle; // used to generate logs for each backtest cycle
	
#ifdef RANDOMIZE
		Detrend = RANDOMWALK;
	set(PRELOAD);
#endif
	strategy();
	 if(TotalCycle <= NumTotalCycles-1) {
		
		plot(strf("Randomwalk%d", TotalCycle),priceOpen(),MAIN|LINE,GREY); 
	/*	if(OpenBuys[0] > OpenBuys[2]) {plot(strf("Buy%d",TotalCycle),priceOpen(),MAIN|TRIANGLE,color(100*TotalCycle/NumTotalCycles,BLUE,YELLOW,GREEN,SILVER));} // plots triangles where Buy orders will be enterd on each randomwalk cycle
		if(OpenSells[0] > OpenSells[2]) {plot(strf("Sell%d",TotalCycle),priceOpen(),MAIN|TRIANGLE4,color(100*TotalCycle/NumTotalCycles,RED,PURPLE,ORANGE,MAGENTA));}  // plots triangles where Sell orders will be enterd on each randomwalk cycle
		plot(strf("DrawDown%d",TotalCycle),(DrawDownMax*-1),NEW|LINE,color(100*TotalCycle/NumTotalCycles,RED,MAGENTA,PURPLE,ORANGE)); // plots new chart DrawDown for each randomwalk cycle
		plot(strf("Equity%d",TotalCycle),Equity,LINE,color(100*TotalCycle/NumTotalCycles,BLUE,CYAN,YELLOW,GREEN)); // plots Equity for each randomwalk cycle
		plot(strf("Balance%d",TotalCycle),Balance,LINE,GREEN+TRANSP); // plots Balance for each randomwalk cycle
	*/	

	}

}

/////////////////////  All Cycle Log  /////////////////////////////
#include <profile.c>
#define	run strategy
#include	"Android_19.c"	// <= your script LOGFILE flage must be disabled or removed from your script for maximum cycle speed
#undef	run
#define CYCLES		5
#define RANDOMIZE	RANDOMWALK	

var B[74]; // statistics value array. must be a global variable.

function run()
{	set(NOFACTORS|TESTNOW|ALLCYCLES|COMMONSTART|PRELOAD);	//NOFACTORS must be removed if you are using OptimalF in your script. add PLOTNOW for single asset allCycles randomwalk plot. 
	MonteCarlo = 0; // Monte Carlo analysis disabled to speed up cycle time
	NumWFOCycles = CYCLES *-1; 
	DataSkip = 0;
	DataSplit = 0; // 100% test cycle. The intent is to force the stratagy to run the full backtest time period aganst all assets
	DataSlope = 1;  // no weight to data
	setf(PlotMode,PL_FINE+PL_DIFF+PL_LONG+PL_ALL+PL_BENCHMARK); 
	NumCores = -1;  // set desired number of cpu cores up to 72. -1 uses all but 1 avalable cpu core.
	NumTotalCycles = CYCLES;
//	set(LOGFILE); LogNumber = TotalCycle; // THIS WILL MAKE THE TEST CYCLES TAKE MUCH LONGER.  Uncomment this line and set the LOGFILE flag in your included stratagy script to generate logs and Zorro performance reports for each backtest cycle
	Hedge = 1; // set as needed for your backtest
	asset("EUR/USD"); // List all assets to be tested.
	asset("AUD/USD");
	asset("USD/JPY");
	asset("GBP/USD");
	asset("USD/CAD");
	asset("NZD/USD");
	asset("USD/CHF");


#ifdef RANDOMIZE
	seed = 1234;
	Detrend = RANDOMWALK; // set your preferred detrend method
#endif
	for(used_assets) // this loop used to run your script on all assets listed above
	{	strategy();
	}
								// this plot function only works with single asset testing //
/*		stratagy();
		if(TotalCycle <= NumTotalCycles-1) {
		plot(strf("Randomwalk%d",TotalCycle),priceOpen(),MAIN|LINE,GREY); 
	/*	plot(strf("DrawDown%d",TotalCycle),DrawDownMax,LINE,color(100*TotalCycle/NumTotalCycles,RED,MAGENTA,PURPLE,ORANGE)); 
		plot(strf("Equity%d",TotalCycle),Equity,LINE,color(100*TotalCycle/NumTotalCycles,BLUE,CYAN,YELLOW,GREEN)); // plots Equity for each randomwalk cycle
		plot(strf("Balance%d",TotalCycle),Balance,LINE,GREEN+TRANSP); // plots Balance for each randomwalk cycle	
	}*/

}
function evaluate()
{	
	B[0] = WinLong;		// lines 42-96 Trade statistics from https://zorro-project.com/manual/en/winloss.htm
	B[1] = WinShort;
	B[2] = WinTotal;
	B[3] = LossLong;
	B[4] = LossShort;
	B[5] = LossTotal;
	B[6] = WinValLong;
	B[7] = WinValShort;
	B[8] = WinValTotal;
	B[9] = LossValLong;
	B[10] = LossValShort;
	B[11] = LossValTotal;
	B[12] = ProfitClosed;
	B[13] = ProfitOpen;
	B[14] = ProfitTotal;
	B[15] = BalanceLong;
	B[16] = BalanceShort;
	B[17] = EquityLong;
	B[18] = EquityShort;
	B[19] = WinMaxLong;
	B[20] = WinMaxShort;
	B[21] = WinMaxTotal;
	B[22] = LossMaxLong;
	B[23] = LossMaxShort;
	B[24] = LossMaxTotal;
	B[25] = NumWinLong;
	B[26] = NumWinShort;
	B[27] = NumWinTotal;
	B[28] = NumLossLong;
	B[29] = NumLossShort;
	B[30] = NumLossTotal;
	B[31] = LossStreakLong;
	B[32] = LossStreakShort;
	B[33] = LossStreakTotal;
	B[34] = WinStreakLong;
	B[35] = WinStreakShort;
	B[36] = WinStreakTotal;
	B[37] = LossStreakValLong;
	B[38] = LossStreakValShort;
	B[39] = LossStreakValTotal;
	B[40] = WinStreakValLong;
	B[41] = WinStreakValShort;
	B[42] = WinStreakValTotal;
	B[43] = NumWinLong;
	B[44] = NumWinShort;
	B[45] = NumLosingLong;
	B[46] = NumLosingShort;
	B[47] = NumOpenLong;
	B[48] = NumOpenShort;
	B[49] = NumOpenMax;
	B[50] = NumOpenPhantom;
	B[51] = NumPendingLong;
	B[52] = NumPendingShort;
	B[53] = NumPendingTotal;
	B[54] = NumRejected;
	B[55] = DrawDownMax; //line 97-115 Strategy performance statistics https://zorro-project.com/manual/en/statistics.htm
	B[56] = MAE; // still looking for a way to plot MAE for each asset per cycle that is more convenient than many many many png files.
	B[57] = MarginMax;
	B[58] = RiskMax;
	B[59] = SpreadCost;
	B[60] = SlippageCost;
	B[61] = RollCost;
	B[62] = CommissionCost;
	B[63] = ReturnMean;
	B[64] = ReturnStdDev;
	B[65] = ReturnUlcer;
	B[66] = ReturnR2;
	B[67] = ReturnCBI;
	B[68] = DrawDownBars;
	B[69] = DrawDownBarsMax;
	B[70] = LossStreakMax;
	B[71] = NumOpenMax;
	B[72] = InMarketBars;
	B[73] = InMarketSum;			//	ProfileAtBar, DrawDownAtBar, and ResultsDaily do not work with this script yet

	string csv = "Data\\08_TEST_Report_0104.csv"; // Edit name and output location of CSV file for all cycles. 
	
	string EndTime = strdate("All_Cycle_Report_End_Time_%d.%m.%Y %a %H:%M:%S\n",ldate(UTC,NOW));
	string StartTime = strdate("All_Cycle_Report_Start_Time_%d.%m.%Y %a %H:%M:%S\n",ldate(UTC,NOW));
	string CycleTime = strdate("%d.%m.%Y%H:%M:%S",ldate(UTC,NOW));
	string HDR = strf("CycleTime,TestCycleNum,AssetName,WinLong,WinShort,WinTotal,LossLong,LossShort,LossTotal,WinValLong,WinValShort,WinValTotal,LossValLong,LossValShort,LossValTotal,ProfitClosed,ProfitOpen,ProfitTotal,BalanceLong,BalanceShort,EquityLong,EquityShort,WinMaxLong,WinMaxShort,WinMaxTotal,LossMaxLong,LossMaxShort,LossMaxTotal,NumWinLong,NumWinShort,NumWinTotal,NumLossLong,NumLossShort,NumLossTotal,LossStreakLong,LossStreakShort,LossStreakTotal,WinStreakLong,WinStreakShort,WinStreakTotal,LossStreakValLong,LossStreakValShort,LossStreakValTotal,WinStreakValLong,WinStreakValShort,WinStreakValTotal,NumWinLong,NumWinShort,NumLosingLong,NumLosingShort,NumOpenLong,NumOpenShort,NumOpenMax,NumOpenPhantom,NumPendingLong,NumPendingShort,NumPendingTotal,NumRejected,DrawDownMax,MAE,MarginMax,RiskMax,SpreadCost,SlippageCost,RollCost,CommissionCost,ReturnMean,ReturnStdDev,ReturnUlcer,ReturnR2,ReturnCBI,DrawDownBars,DrawDownBarsMax,LossStreakMax,NumOpenMax,InMarketBars,InMarketSum\n");
	string AssetName = strf("%i",asset); // exparament to string the asset name for the 
	string CycleStatistics = strf("%s,%i,%i,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %u,$ %u,$ %u,$ %u,$ %u,$ %u,$ %.2f,$ %.2f,$%.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f,$ %.2f, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %u, %.2f, %x, %p, %p, $%.2f, $%.2f, $%.2f, $%.2f, $%.2f, $%u, %u, %u, %u, %u, %u, %u, %u, %u, %.2f\n",CycleTime,TotalCycle,AssetName,B[0],B[1],B[2],B[3],B[4],B[5],B[6],B[7],B[8],B[9],B[10],B[11],B[12],B[13],B[14],B[15],B[16],B[17],B[18],B[19],B[20],B[21],B[22],B[23],B[24],B[25],B[26],B[27],B[28],B[29],B[30],B[31],B[32],B[33],B[34],B[35],B[36],B[37],B[38],B[39],B[40],B[41],B[42],B[43],B[44],B[45],B[46],B[47],B[48],B[49],B[50],B[51],B[52],B[53],B[54],B[55],B[56],B[57],B[58],B[58],B[60],B[61],B[62],B[63],B[64],B[65],B[66],B[67],B[68],B[69],B[70],B[71],B[72],B[73]);

	if(TotalCycle == 1) {
//	file_write(csv,HDR,0);
	file_append(csv,StartTime,0);
	file_append(csv,HDR,0);
	} 
	file_append(csv,CycleStatistics,0);
	
	if(TotalCycle == CYCLES) {
	file_append(EndTime,0);
	}

}